Option pricing models and volatility using Excel-VBA / | Fabrice Douglas Rouah, Gregory Vainberg. (Record no. 2005)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01589cam a2200313 a 4500 |
| 001 - CONTROL NUMBER | |
| control field | 1000113x |
| 003 - CONTROL NUMBER IDENTIFIER | |
| Πεδίο ελέγχου | CY-PaNEU |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| Πεδίο ελέγχου | 20200628125608.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 101014s2007 njua b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 0471794643 |
| Επεξηγηματικές πληροφορίες | paper/cd-rom |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9780471794646 |
| Επεξηγηματικές πληροφορίες | paper/cd-rom |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | DLC |
| Transcribing agency | DLC |
| Modifying agency | BAKER |
| -- | BTCTA |
| -- | C#P |
| -- | YDXCP |
| -- | MUQ |
| -- | UKM |
| -- | DLC |
| -- | CY-PaNEU |
| 050 10 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG6024.A3 |
| Item number | R678 2007 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Rouah, Fabrice, |
| Dates associated with a name | 1964- |
| 9 (RLIN) | 1139 |
| 245 10 - ΤΙΤΛΟΣ & ΔΗΛΩΣΗ ΥΠΕΥΘΥΝΟΤΗΤΑΣ | |
| Τίτλος | Option pricing models and volatility using Excel-VBA / |
| Statement of responsibility, etc. | Fabrice Douglas Rouah, Gregory Vainberg. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Hoboken, N.J. : |
| Name of publisher, distributor, etc. | John Wiley & Sons, |
| Date of publication, distribution, etc. | c2007. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xi, 441 p. : |
| Other physical details | ill. ; |
| Dimensions | 24 cm. + |
| Accompanying material | 1 CD-ROM (4 3/4 in.). |
| 490 1# - SERIES STATEMENT | |
| Series statement | Wiley finance |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Includes bibliographical references (p. 409-412) and index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Mathematical preliminaries -- Numerical integration -- Tree-based methods -- The Black-Scholes, practitioner Black-Scholes, and Gram-Charlier models -- The Heston (1993) stochastic volatility model -- The Heston and Nandi (2000) GARCH model -- The Greeks -- Exotic options -- Parameter estimation -- Implied volatility -- Model-free implied volatility -- Model-free higher moments -- Volatility returns. |
| 630 00 - SUBJECT ADDED ENTRY--UNIFORM TITLE | |
| Ομοιόμορφος τίτλος | Microsoft Excel (Computer file) |
| 9 (RLIN) | 16 |
| 630 00 - SUBJECT ADDED ENTRY--UNIFORM TITLE | |
| Ομοιόμορφος τίτλος | Microsoft Visual Basic for applications. |
| 9 (RLIN) | 19 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Capital investments |
| General subdivision | Evaluation |
| -- | Mathematical models |
| 9 (RLIN) | 2182 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Options (Finance) |
| General subdivision | Mathematical models |
| 9 (RLIN) | 544 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Options (Finance) |
| General subdivision | Prices |
| 9 (RLIN) | 2181 |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Vainberg, Gregory, |
| Dates associated with a name | 1978- |
| 9 (RLIN) | 1173 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Ομοιόμορφος τίτλος | Wiley finance. |
| 9 (RLIN) | 612 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Owning library | Holding library | Date acquired | Total Checkouts | Call number | Barcode | Date last seen | Copy number | Price effective from | Koha item type | Public note |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NUP Main Collection | Library Neapolis University Pafos | Library Neapolis University Pafos | 10/09/2021 | 3 | HG6024.A3 R678 2007 | 3000055 | 25/10/2024 | 1 | 28/06/2020 | Books | CD ON POCKET |